B Riley Financial Stock Alpha and Beta Analysis

RILYZ Stock  USD 10.14  0.42  4.32%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as B Riley Financial. It also helps investors analyze the systematic and unsystematic risks associated with investing in B Riley over a specified time horizon. Remember, high B Riley's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to B Riley's market risk premium analysis include:
Beta
(0.30)
Alpha
0.11
Risk
5.5
Sharpe Ratio
0.0432
Expected Return
0.24
Please note that although B Riley alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, B Riley did 0.11  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of B Riley Financial stock's relative risk over its benchmark. B Riley Financial has a beta of 0.30  . As returns on the market increase, returns on owning B Riley are expected to decrease at a much lower rate. During the bear market, B Riley is likely to outperform the market. At this time, B Riley's Enterprise Value Over EBITDA is fairly stable compared to the past year. Price Book Value Ratio is likely to rise to 2.22 in 2024, whereas Book Value Per Share is likely to drop 11.67 in 2024.

Enterprise Value

2.68 Billion

Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
  
Check out B Riley Backtesting, B Riley Valuation, B Riley Correlation, B Riley Hype Analysis, B Riley Volatility, B Riley History and analyze B Riley Performance.

B Riley Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. B Riley market risk premium is the additional return an investor will receive from holding B Riley long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in B Riley. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate B Riley's performance over market.
α0.11   β-0.3

B Riley expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of B Riley's Buy-and-hold return. Our buy-and-hold chart shows how B Riley performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

B Riley Market Price Analysis

Market price analysis indicators help investors to evaluate how B Riley stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading B Riley shares will generate the highest return on investment. By understating and applying B Riley stock market price indicators, traders can identify B Riley position entry and exit signals to maximize returns.

B Riley Return and Market Media

The median price of B Riley for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 9.5 with a coefficient of variation of 10.98. The daily time series for the period is distributed with a sample standard deviation of 1.02, arithmetic mean of 9.29, and mean deviation of 0.76. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Acquisition by Young Kenneth M of 75000 shares of B Riley subject to Rule 16b-3
09/23/2024
2
Market Whales and Their Recent Bets on RILY Options - Benzinga
10/07/2024
3
Acquisition by Walters Marian of 1997 shares of B Riley subject to Rule 16b-3
10/10/2024
4
Acquisition by Kelleher Thomas J adv of 3000 shares of B Riley at 31.1301 subject to Rule 16b-3
10/18/2024
5
B. Riley Financial Ready To Address Short-Term Debt Issues - Hold - Seeking Alpha
10/29/2024
 
B Riley dividend paid on 31st of October 2024
10/31/2024
6
Acquisition by Paulson Randall E of 5000 shares of B Riley at 30.9317 subject to Rule 16b-3
11/06/2024
7
Disposition of 1404 shares by Forman Alan N of B Riley at 36.43 subject to Rule 16b-3
11/15/2024
8
B. Riley Has Negative Outlook for Agenus FY2024 Earnings - MarketBeat
11/20/2024

About B Riley Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including RILYZ or other stocks. Alpha measures the amount that position in B Riley Financial has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
 2021 2022 2023 (projected)
Dividend Yield0.150.130.24
Price To Sales Ratio1.40.890.47
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards B Riley in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, B Riley's short interest history, or implied volatility extrapolated from B Riley options trading.

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Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Additional Tools for RILYZ Stock Analysis

When running B Riley's price analysis, check to measure B Riley's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy B Riley is operating at the current time. Most of B Riley's value examination focuses on studying past and present price action to predict the probability of B Riley's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move B Riley's price. Additionally, you may evaluate how the addition of B Riley to your portfolios can decrease your overall portfolio volatility.